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Recurrence relations

A recurrence relation is an equation which is used to define a recurrent sequence recursively in the sense that each term of the sequence is defined as a function of the preceding terms. A recurrence relation is a specific type of  a difference equation involving differences between successive values of a function of a discrete variable.

A recurrent sequence typeset structure is defined as

x _ (n + k) = f(x _ n, x _ (n + 1), x _ (n + 2), ..., x _ (n + k - 1), n)(1)

with the initial values typeset structure, ... , typeset structure. These values are called initial conditions. The number typeset structure is the order of the relation (or equation).

If typeset structure does not depend explicitly on typeset structure then the recurrence relation is called autonomous, otherwise it is non-autonomous. For instance, the first order recurrence typeset structure is non-autonomous, while typeset structure is autonomous.

If the function typeset structure is linear in typeset structure then the recurrence (1) is called linear. Thus a typeset structureth order linear recurrence has the form

x _ (n + k) = c _ (n, 0) x _ n + c _ (n, 1) x _ (n - 1) + ... + c _ (n, k - 1) x _ (n - k + 1) + b _ n(2)

If typeset structure the recurrence relation is called homogeneous, otherwise inhomogeneous or non-homogeneous. If the coefficients typeset structure does not depend on typeset structure, they are constant we have a recurrence with constant coefficients.  

Solving a recurrence relation means obtaining a non-recursive function of typeset structure.

Cite this web-page as:

Štefan Porubský: Recurrence relations.

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